But I have also been listening to:
The Knife - Christmas Reindeer
Bright Eyes - Blue Christmas
Low - any of the Christmas album
Belle & Sebastian - O Little Town Of Bethlehem
Rufus Wainwright - Spotlight on Christmas

It's not very jolly, but I've listening to 'Cold White Christmas' by Casiotone a lot too.

an ultra obscure mid-1990s single from the American mid-west called Message to Santa by The Cheetahs. Only 300 copies pressed, on Chunk Records, for all you fellow vinyl snobs. The lyrics go "F*ck off, Santa, you never did nothing for me..." etc. Charming. I pull it out and DJ with it just once a year. And every time people come up to ask what it is.

by The Magnetic Fields is another one for a miserable Christmas.
Radiohead's Winter Wonderland is super fun.
Zooey Deschanel doing Baby It's Cold Outside from Elf is also marvellous. I do love her voice.

At the christmas ball - BESSIE SMITH
Christmas in jail (aint that a drag) - LEROY CARR
This is what dying is like (christmas in swansea) - STEVELESS
Snow - SALOON
Santa claus is on the dole - SPITTING IMAGE

Best 5 Fall xmas songs
No xmas for john quays
We wish you a protein xmas
Jingle bell rock (peel session)
Hark the herald (peel session)
Xmas with simon